DFSCX vs. SWPPX
Compare and contrast key facts about DFA U.S. Micro Cap Portfolio (DFSCX) and Schwab S&P 500 Index Fund (SWPPX).
DFSCX is managed by Dimensional Fund Advisors LP. It was launched on Dec 23, 1981. SWPPX is managed by Charles Schwab.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFSCX or SWPPX.
Performance
DFSCX vs. SWPPX - Performance Comparison
Returns By Period
In the year-to-date period, DFSCX achieves a 15.71% return, which is significantly lower than SWPPX's 25.02% return. Over the past 10 years, DFSCX has underperformed SWPPX with an annualized return of 9.32%, while SWPPX has yielded a comparatively higher 13.09% annualized return.
DFSCX
15.71%
2.69%
10.85%
29.62%
12.44%
9.32%
SWPPX
25.02%
0.59%
11.74%
32.35%
15.49%
13.09%
Key characteristics
| DFSCX | SWPPX | |
|---|---|---|
| Sharpe Ratio | 1.53 | 2.64 |
| Sortino Ratio | 2.29 | 3.52 |
| Omega Ratio | 1.27 | 1.49 |
| Calmar Ratio | 0.53 | 3.85 |
| Martin Ratio | 8.84 | 17.27 |
| Ulcer Index | 3.53% | 1.88% |
| Daily Std Dev | 20.44% | 12.34% |
| Max Drawdown | -97.78% | -55.06% |
| Current Drawdown | -45.89% | -1.75% |
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DFSCX vs. SWPPX - Expense Ratio Comparison
DFSCX has a 0.41% expense ratio, which is higher than SWPPX's 0.02% expense ratio.
Correlation
The correlation between DFSCX and SWPPX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
DFSCX vs. SWPPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for DFA U.S. Micro Cap Portfolio (DFSCX) and Schwab S&P 500 Index Fund (SWPPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
DFSCX vs. SWPPX - Dividend Comparison
DFSCX's dividend yield for the trailing twelve months is around 0.97%, less than SWPPX's 1.14% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFSCX DFA U.S. Micro Cap Portfolio | 0.97% | 1.04% | 1.08% | 0.92% | 0.87% | 0.81% | 0.83% | 0.78% | 0.74% | 0.89% | 0.71% | 0.52% |
SWPPX Schwab S&P 500 Index Fund | 1.14% | 1.43% | 1.67% | 1.17% | 1.81% | 1.77% | 2.20% | 1.75% | 1.99% | 2.15% | 1.80% | 1.67% |
Drawdowns
DFSCX vs. SWPPX - Drawdown Comparison
The maximum DFSCX drawdown since its inception was -97.78%, which is greater than SWPPX's maximum drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for DFSCX and SWPPX. For additional features, visit the drawdowns tool.
Volatility
DFSCX vs. SWPPX - Volatility Comparison
DFA U.S. Micro Cap Portfolio (DFSCX) has a higher volatility of 8.47% compared to Schwab S&P 500 Index Fund (SWPPX) at 4.05%. This indicates that DFSCX's price experiences larger fluctuations and is considered to be riskier than SWPPX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.